RBC Quant US DIV Leaders ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:14.67% (-0.78%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0408 | 15.22 | |
| 0.0145 | 2.09 | |
| 0.8583 | 158.15 | |
| 0.1495 | 11.02 |
Estimation Period:
Jan 15, 2014 to Feb 13, 2026
Jan 15, 2014 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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